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Asymmetric effects of the financial crisis : collateral-based investment-cash flow sensitivity analysis / Vadim Khramov.

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Bibliographic Details
Online Access: Full Text (via ProQuest)
Main Author: Khramov, Vadim (Author)
Format: eBook
Language:English
Published: [Washington, D.C.] : International Monetary Fund, ©2012.
Series:IMF working paper ; WP/12/97.
Subjects:
Investments > Econometric models.
Cash flow > Econometric models.
Global Financial Crisis, 2008-2009.
Cash flow > Econometric models
Investments > Econometric models
2008-2009
Table of Contents:
  • Cover; Asymmetric Effects of the Financial Crisis: Collateral-Based Investment-Cash Flow Sensitivity Analysis; 1. INTRODUCTION; 2. MODEL; 3. EMPIRICAL APPROACH; Tables; TABLE I. Dynamics of the main variables. U.S. firms, 1990Q1-2011Q2.; TABLE II. Distribution of U.S. firms by assets, 1990-2011; 4. ESTIMATION RESULTS; TABLE III. Estimation results of investment-cash flow sensitivity with the capital, 1990:Q1-2011Q1.; TABLE IV. GMM-IV ESTIMATION RESULTS; TABLE V. IV ESTIMATION RESULTS; TABLE VI. FE MODEL ESTIMATION RESULTS; TABLE VII. RE MODEL ESTIMATION RESULTS; 5. CONCLUSIONS; REFERENCES.
  • AppendixGMM-FD MODEL ESTIMATION RESULTS; BETWEEN MODEL ESTIMATION RESULTS.

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